Private Sub Button1_Click(ByVal sender As Object, ByVal e As EventArgs) _
Handles Button1.Click
    If RadioButton1.Checked = True Then
        DataGridView1.Sort(New RowComparer(SortOrder.Ascending))
    ElseIf RadioButton2.Checked = True Then
        DataGridView1.Sort(New RowComparer(SortOrder.Descending))
    End If
End Sub

Private Class RowComparer
    Implements System.Collections.IComparer

    Private sortOrderModifier As Integer = 1

    Public Sub New(ByVal sortOrder As SortOrder)
        If sortOrder = sortOrder.Descending Then
            sortOrderModifier = -1
        ElseIf sortOrder = sortOrder.Ascending Then

            sortOrderModifier = 1
        End If
    End Sub

    Public Function Compare(ByVal x As Object, ByVal y As Object) As Integer _
        Implements System.Collections.IComparer.Compare

        Dim DataGridViewRow1 As DataGridViewRow = CType(x, DataGridViewRow)
        Dim DataGridViewRow2 As DataGridViewRow = CType(y, DataGridViewRow)

        ' Try to sort based on the Last Name column.
        Dim CompareResult As Integer = System.String.Compare( _
            DataGridViewRow1.Cells(1).Value.ToString(), _
            DataGridViewRow2.Cells(1).Value.ToString())

        ' If the Last Names are equal, sort based on the First Name.
        If CompareResult = 0 Then
            CompareResult = System.String.Compare( _
                DataGridViewRow1.Cells(0).Value.ToString(), _
                DataGridViewRow2.Cells(0).Value.ToString())
        End If
        Return CompareResult * sortOrderModifier
    End Function
End Class

Private Sub SortButton_Click(ByVal sender As Object, _
    ByVal e As EventArgs) Handles sortButton.Click

    ' Check which column is selected, otherwise set NewColumn to Nothing.
    Dim newColumn As DataGridViewColumn
    If dataGridView1.Columns.GetColumnCount(DataGridViewElementStates _
        .Selected) = 1 Then
        newColumn = dataGridView1.SelectedColumns(0)
    Else
        newColumn = Nothing
    End If

    Dim oldColumn As DataGridViewColumn = dataGridView1.SortedColumn
    Dim direction As ListSortDirection

    ' If oldColumn is null, then the DataGridView is not currently sorted.
    If oldColumn IsNot Nothing Then

        ' Sort the same column again, reversing the SortOrder.
        If oldColumn Is newColumn AndAlso dataGridView1.SortOrder = _
            SortOrder.Ascending Then
            direction = ListSortDirection.Descending
        Else

            ' Sort a new column and remove the old SortGlyph.
            direction = ListSortDirection.Ascending
            oldColumn.HeaderCell.SortGlyphDirection = SortOrder.None
        End If
    Else
        direction = ListSortDirection.Ascending
    End If


    ' If no column has been selected, display an error dialog  box.
    If newColumn Is Nothing Then
        MessageBox.Show("Select a single column and try again.", _
            "Error: Invalid Selection", MessageBoxButtons.OK, _
            MessageBoxIcon.Error)
    Else
        dataGridView1.Sort(newColumn, direction)
        If direction = ListSortDirection.Ascending Then
            newColumn.HeaderCell.SortGlyphDirection = SortOrder.Ascending
        Else
            newColumn.HeaderCell.SortGlyphDirection = SortOrder.Descending
        End If
    End If

End Sub